+22.7%
XLP vs WAB
+42.5%
-19.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.3% | +1.5% |
| 7D | +2.5% | +5.1% | -2.5% | +2.2% |
| 30D | +7.3% | +4.0% | +3.3% | +7.0% |
| 3M | +8.1% | +0.1% | +8.0% | +8.1% |
| 6M | +10.5% | +12.8% | -2.3% | +8.9% |
| YTD | +21.2% | +40.1% | -18.9% | +14.2% |
| 1Y | +22.7% | +46.4% | -23.7% | +14.6% |
| All | +22.7% | +42.5% | -19.8% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling